-31.6%
WDAY vs WEC
+34.9%
-66.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -5.9% | -5.0% |
| 7D | -6.1% | +0.8% | -6.9% | -6.2% |
| 30D | +3.7% | +0.3% | +3.4% | +3.6% |
| 3M | +29.6% | -2.9% | +32.5% | +30.0% |
| 6M | +23.3% | -5.9% | +29.2% | +24.0% |
| YTD | -13.3% | +4.1% | -17.4% | -14.5% |
| 1Y | -19.6% | +3.1% | -22.8% | -20.7% |
| 3Y | -25.7% | +40.8% | -66.4% | -32.4% |
| 5Y | -31.6% | +31.7% | -63.3% | -37.1% |
| All | -31.6% | +34.9% | -66.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling